+126.6%
XLC vs VT
+142.3%
-15.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +3.4% |
| 7D | +3.1% | -4.2% | +7.3% | +7.4% |
| 30D | -6.5% | -5.8% | -0.7% | -1.0% |
| 3M | -5.6% | -5.2% | -0.3% | -0.6% |
| 6M | -9.2% | +0.1% | -9.4% | -10.0% |
| YTD | -10.6% | +8.2% | -18.8% | -18.3% |
| 1Y | -6.9% | +10.1% | -17.0% | -16.5% |
| 3Y | +59.9% | +69.7% | -9.8% | -8.6% |
| 5Y | +34.7% | +53.4% | -18.7% | -14.2% |
| All | +126.6% | +142.3% | -15.7% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling